+47.1%
CF vs MULL
+879.3%
-832.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -34.2% | +40.4% | +5.4% |
| 7D | +0.4% | -53.1% | +53.5% | -1.0% |
| 30D | +2.2% | -64.1% | +66.3% | +0.4% |
| 3M | +2.1% | -54.6% | +56.7% | +0.9% |
| 6M | -6.5% | -38.7% | +32.1% | -6.2% |
| YTD | +55.6% | +144.7% | -89.2% | +54.6% |
| 1Y | +42.3% | +220.3% | -178.0% | +40.0% |
| All | +47.1% | +879.3% | -832.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling